+62.5%
AME vs ES
+46.3%
+16.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.8% |
| 7D | -5.2% | +1.9% | -7.0% | -5.4% |
| 30D | -8.0% | +7.1% | -15.1% | -8.7% |
| 3M | -8.9% | -1.9% | -7.0% | -8.7% |
| 6M | -5.0% | +4.4% | -9.3% | -5.6% |
| YTD | +11.9% | +7.3% | +4.6% | +10.7% |
| 1Y | +16.6% | +2.1% | +14.5% | +15.7% |
| 3Y | +62.5% | +41.8% | +20.6% | +51.1% |
| All | +62.5% | +46.3% | +16.2% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling